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Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Option Sensitivity

One of the multiple tools that measure how an option's price and risk are affected by the underlying parameter on...

Cross Speed

An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

Cross Zomma

An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

Option Sensitivities

Tools that measure how an option's price and risk are affected by the underlying parameter on which the value of...

Cross Greeks

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Cross Vanna

An option sensitivity (literally a cross Greek) that measures the rate of change of vega in one underlying in reaction...

2nd Generation Option

A breed of options that bear non-standard features/ elements, as opposed to vanilla options (plain vanilla options). These features/ elements...

Second Generation Option

A breed of options that bear non-standard features/ elements, as opposed to vanilla options (plain vanilla options). These features/ elements...

2nd Order Greeks

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...